conflict with develop resolved
This commit is contained in:
commit
4b2eb22989
@ -79,7 +79,7 @@ prevent unintended disclosure of sensitive private data when you publish example
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of your configuration in the project issues or in the Internet.
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of your configuration in the project issues or in the Internet.
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See more details on this technique with examples in the documentation page on
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See more details on this technique with examples in the documentation page on
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[configuration](bot-configuration.md).
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[configuration](configuration.md).
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### How to use **--strategy**?
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### How to use **--strategy**?
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@ -1,5 +1,5 @@
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# SQL Helper
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# SQL Helper
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This page constains some help if you want to edit your sqlite db.
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This page contains some help if you want to edit your sqlite db.
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## Install sqlite3
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## Install sqlite3
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**Ubuntu/Debian installation**
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**Ubuntu/Debian installation**
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@ -66,8 +66,8 @@ SELECT * FROM trades;
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## Fix trade still open after a manual sell on the exchange
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## Fix trade still open after a manual sell on the exchange
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!!! Warning
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!!! Warning
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Manually selling on the exchange should not be done by default, since the bot does not detect this and will try to sell anyway.
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Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, forcesell <tradeid> should be used to accomplish the same thing.
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/foresell <tradeid> should accomplish the same thing.
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It is strongly advised to backup your database file before making any manual changes.
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!!! Note
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!!! Note
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This should not be necessary after /forcesell, as forcesell orders are closed automatically by the bot on the next iteration.
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This should not be necessary after /forcesell, as forcesell orders are closed automatically by the bot on the next iteration.
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@ -1,13 +1,13 @@
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# Telegram usage
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# Telegram usage
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This page explains how to command your bot with Telegram.
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## Prerequisite
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## Prerequisite
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To control your bot with Telegram, you need first to
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To control your bot with Telegram, you need first to
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[set up a Telegram bot](installation.md)
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[set up a Telegram bot](installation.md)
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and add your Telegram API keys into your config file.
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and add your Telegram API keys into your config file.
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## Telegram commands
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## Telegram commands
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Per default, the Telegram bot shows predefined commands. Some commands
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Per default, the Telegram bot shows predefined commands. Some commands
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are only available by sending them to the bot. The table below list the
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are only available by sending them to the bot. The table below list the
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official commands. You can ask at any moment for help with `/help`.
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official commands. You can ask at any moment for help with `/help`.
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@ -65,16 +65,14 @@ Once all positions are sold, run `/stop` to completely stop the bot.
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For each open trade, the bot will send you the following message.
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For each open trade, the bot will send you the following message.
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> **Trade ID:** `123`
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> **Trade ID:** `123` `(since 1 days ago)`
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> **Current Pair:** CVC/BTC
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> **Current Pair:** CVC/BTC
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> **Open Since:** `1 days ago`
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> **Open Since:** `1 days ago`
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> **Amount:** `26.64180098`
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> **Amount:** `26.64180098`
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> **Open Rate:** `0.00007489`
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> **Open Rate:** `0.00007489`
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> **Close Rate:** `None`
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> **Current Rate:** `0.00007489`
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> **Current Rate:** `0.00007489`
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> **Close Profit:** `None`
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> **Current Profit:** `12.95%`
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> **Current Profit:** `12.95%`
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> **Open Order:** `None`
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> **Stoploss:** `0.00007389 (-0.02%)`
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### /status table
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### /status table
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@ -1,7 +1,5 @@
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# Webhook usage
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# Webhook usage
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This page explains how to configure your bot to talk to webhooks.
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## Configuration
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## Configuration
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Enable webhooks by adding a webhook-section to your configuration file, and setting `webhook.enabled` to `true`.
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Enable webhooks by adding a webhook-section to your configuration file, and setting `webhook.enabled` to `true`.
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@ -39,32 +37,30 @@ Different payloads can be configured for different events. Not all fields are ne
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The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
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The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
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Possible parameters are:
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Possible parameters are:
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* exchange
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* `exchange`
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* pair
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* `pair`
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* limit
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* `limit`
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* stake_amount
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* `stake_amount`
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* stake_amount_fiat
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* `stake_currency`
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* stake_currency
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* `fiat_currency`
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* fiat_currency
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### Webhooksell
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### Webhooksell
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The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
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The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
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Possible parameters are:
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Possible parameters are:
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* exchange
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* `exchange`
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* pair
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* `pair`
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* gain
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* `gain`
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* limit
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* `limit`
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* amount
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* `amount`
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* open_rate
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* `open_rate`
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* current_rate
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* `current_rate`
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* profit_amount
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* `profit_amount`
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* profit_percent
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* `profit_percent`
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* profit_fiat
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* `stake_currency`
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* stake_currency
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* `fiat_currency`
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* fiat_currency
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* `sell_reason`
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* sell_reason
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### Webhookstatus
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### Webhookstatus
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@ -203,6 +203,22 @@ class Edge():
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return self._final_pairs
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return self._final_pairs
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def accepted_pairs(self) -> list:
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"""
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return a list of accepted pairs along with their winrate, expectancy and stoploss
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"""
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final = []
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for pair, info in self._cached_pairs.items():
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if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
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info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
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final.append({
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'Pair': pair,
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'Winrate': info.winrate,
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'Expectancy': info.expectancy,
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'Stoploss': info.stoploss,
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})
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return final
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def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
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def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
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"""
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"""
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The result frame contains a number of columns that are calculable
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The result frame contains a number of columns that are calculable
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@ -4,14 +4,12 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
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import copy
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import copy
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import logging
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import logging
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import time
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import traceback
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import traceback
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from datetime import datetime
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from datetime import datetime
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from typing import Any, Callable, Dict, List, Optional, Tuple
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from typing import Any, Dict, List, Optional, Tuple
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import arrow
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import arrow
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from requests.exceptions import RequestException
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from requests.exceptions import RequestException
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import sdnotify
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from freqtrade import (DependencyException, OperationalException, InvalidOrderException,
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from freqtrade import (DependencyException, OperationalException, InvalidOrderException,
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TemporaryError, __version__, constants, persistence)
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TemporaryError, __version__, constants, persistence)
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@ -42,20 +40,14 @@ class FreqtradeBot(object):
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to get the config dict.
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to get the config dict.
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"""
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"""
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logger.info(
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logger.info('Starting freqtrade %s', __version__)
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'Starting freqtrade %s',
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__version__,
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)
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# Init bot states
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# Init bot state
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self.state = State.STOPPED
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self.state = State.STOPPED
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# Init objects
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# Init objects
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self.config = config
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self.config = config
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self._sd_notify = sdnotify.SystemdNotifier() if \
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self.config.get('internals', {}).get('sd_notify', False) else None
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.rpc: RPCManager = RPCManager(self)
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self.rpc: RPCManager = RPCManager(self)
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@ -79,29 +71,12 @@ class FreqtradeBot(object):
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self.config.get('edge', {}).get('enabled', False) else None
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self.config.get('edge', {}).get('enabled', False) else None
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self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
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self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
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self._init_modules()
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# Tell the systemd that we completed initialization phase
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if self._sd_notify:
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logger.debug("sd_notify: READY=1")
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self._sd_notify.notify("READY=1")
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def _init_modules(self) -> None:
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"""
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Initializes all modules and updates the config
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:return: None
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"""
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# Initialize all modules
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persistence.init(self.config)
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persistence.init(self.config)
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# Set initial application state
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# Set initial bot state from config
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initial_state = self.config.get('initial_state')
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initial_state = self.config.get('initial_state')
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self.state = State[initial_state.upper()] if initial_state else State.STOPPED
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if initial_state:
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self.state = State[initial_state.upper()]
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else:
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self.state = State.STOPPED
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def cleanup(self) -> None:
|
def cleanup(self) -> None:
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"""
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"""
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@ -113,82 +88,14 @@ class FreqtradeBot(object):
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self.rpc.cleanup()
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self.rpc.cleanup()
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persistence.cleanup()
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persistence.cleanup()
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def stopping(self) -> None:
|
def process(self) -> bool:
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# Tell systemd that we are exiting now
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if self._sd_notify:
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logger.debug("sd_notify: STOPPING=1")
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self._sd_notify.notify("STOPPING=1")
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|
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def reconfigure(self) -> None:
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# Tell systemd that we initiated reconfiguring
|
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if self._sd_notify:
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logger.debug("sd_notify: RELOADING=1")
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self._sd_notify.notify("RELOADING=1")
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|
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def worker(self, old_state: State = None) -> State:
|
|
||||||
"""
|
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Trading routine that must be run at each loop
|
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:param old_state: the previous service state from the previous call
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:return: current service state
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"""
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# Log state transition
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state = self.state
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if state != old_state:
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self.rpc.send_msg({
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'type': RPCMessageType.STATUS_NOTIFICATION,
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'status': f'{state.name.lower()}'
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})
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logger.info('Changing state to: %s', state.name)
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if state == State.RUNNING:
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self.rpc.startup_messages(self.config, self.pairlists)
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|
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throttle_secs = self.config.get('internals', {}).get(
|
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'process_throttle_secs',
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constants.PROCESS_THROTTLE_SECS
|
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||||||
)
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|
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if state == State.STOPPED:
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# Ping systemd watchdog before sleeping in the stopped state
|
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if self._sd_notify:
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logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
|
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self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
|
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||||||
|
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time.sleep(throttle_secs)
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|
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|
|
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elif state == State.RUNNING:
|
|
||||||
# Ping systemd watchdog before throttling
|
|
||||||
if self._sd_notify:
|
|
||||||
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
|
|
||||||
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
|
|
||||||
|
|
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self._throttle(func=self._process, min_secs=throttle_secs)
|
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||||||
|
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return state
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||||||
|
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||||||
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
|
|
||||||
"""
|
|
||||||
Throttles the given callable that it
|
|
||||||
takes at least `min_secs` to finish execution.
|
|
||||||
:param func: Any callable
|
|
||||||
:param min_secs: minimum execution time in seconds
|
|
||||||
:return: Any
|
|
||||||
"""
|
|
||||||
start = time.time()
|
|
||||||
result = func(*args, **kwargs)
|
|
||||||
end = time.time()
|
|
||||||
duration = max(min_secs - (end - start), 0.0)
|
|
||||||
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
|
|
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time.sleep(duration)
|
|
||||||
return result
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|
||||||
|
|
||||||
def _process(self) -> bool:
|
|
||||||
"""
|
"""
|
||||||
Queries the persistence layer for open trades and handles them,
|
Queries the persistence layer for open trades and handles them,
|
||||||
otherwise a new trade is created.
|
otherwise a new trade is created.
|
||||||
:return: True if one or more trades has been created or closed, False otherwise
|
:return: True if one or more trades has been created or closed, False otherwise
|
||||||
"""
|
"""
|
||||||
state_changed = False
|
state_changed = False
|
||||||
try:
|
|
||||||
# Check whether markets have to be reloaded
|
# Check whether markets have to be reloaded
|
||||||
self.exchange._reload_markets()
|
self.exchange._reload_markets()
|
||||||
|
|
||||||
@ -225,18 +132,6 @@ class FreqtradeBot(object):
|
|||||||
self.check_handle_timedout()
|
self.check_handle_timedout()
|
||||||
Trade.session.flush()
|
Trade.session.flush()
|
||||||
|
|
||||||
except TemporaryError as error:
|
|
||||||
logger.warning(f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds...")
|
|
||||||
time.sleep(constants.RETRY_TIMEOUT)
|
|
||||||
except OperationalException:
|
|
||||||
tb = traceback.format_exc()
|
|
||||||
hint = 'Issue `/start` if you think it is safe to restart.'
|
|
||||||
self.rpc.send_msg({
|
|
||||||
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
||||||
'status': f'OperationalException:\n```\n{tb}```{hint}'
|
|
||||||
})
|
|
||||||
logger.exception('OperationalException. Stopping trader ...')
|
|
||||||
self.state = State.STOPPED
|
|
||||||
return state_changed
|
return state_changed
|
||||||
|
|
||||||
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
|
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
|
||||||
@ -356,6 +251,10 @@ class FreqtradeBot(object):
|
|||||||
interval = self.strategy.ticker_interval
|
interval = self.strategy.ticker_interval
|
||||||
whitelist = copy.deepcopy(self.active_pair_whitelist)
|
whitelist = copy.deepcopy(self.active_pair_whitelist)
|
||||||
|
|
||||||
|
if not whitelist:
|
||||||
|
logger.warning("Whitelist is empty.")
|
||||||
|
return False
|
||||||
|
|
||||||
# Remove currently opened and latest pairs from whitelist
|
# Remove currently opened and latest pairs from whitelist
|
||||||
for trade in Trade.get_open_trades():
|
for trade in Trade.get_open_trades():
|
||||||
if trade.pair in whitelist:
|
if trade.pair in whitelist:
|
||||||
@ -363,7 +262,8 @@ class FreqtradeBot(object):
|
|||||||
logger.debug('Ignoring %s in pair whitelist', trade.pair)
|
logger.debug('Ignoring %s in pair whitelist', trade.pair)
|
||||||
|
|
||||||
if not whitelist:
|
if not whitelist:
|
||||||
raise DependencyException('No currency pairs in whitelist')
|
logger.info("No currency pair in whitelist, but checking to sell open trades.")
|
||||||
|
return False
|
||||||
|
|
||||||
# running get_signal on historical data fetched
|
# running get_signal on historical data fetched
|
||||||
for _pair in whitelist:
|
for _pair in whitelist:
|
||||||
|
@ -10,10 +10,9 @@ from typing import List
|
|||||||
|
|
||||||
from freqtrade import OperationalException
|
from freqtrade import OperationalException
|
||||||
from freqtrade.arguments import Arguments
|
from freqtrade.arguments import Arguments
|
||||||
from freqtrade.configuration import Configuration, set_loggers
|
from freqtrade.configuration import set_loggers
|
||||||
from freqtrade.freqtradebot import FreqtradeBot
|
from freqtrade.worker import Worker
|
||||||
from freqtrade.state import State
|
|
||||||
from freqtrade.rpc import RPCMessageType
|
|
||||||
|
|
||||||
logger = logging.getLogger('freqtrade')
|
logger = logging.getLogger('freqtrade')
|
||||||
|
|
||||||
@ -27,7 +26,7 @@ def main(sysargv: List[str]) -> None:
|
|||||||
sysargv,
|
sysargv,
|
||||||
'Free, open source crypto trading bot'
|
'Free, open source crypto trading bot'
|
||||||
)
|
)
|
||||||
args = arguments.get_parsed_arg()
|
args: Namespace = arguments.get_parsed_arg()
|
||||||
|
|
||||||
# A subcommand has been issued.
|
# A subcommand has been issued.
|
||||||
# Means if Backtesting or Hyperopt have been called we exit the bot
|
# Means if Backtesting or Hyperopt have been called we exit the bot
|
||||||
@ -35,20 +34,12 @@ def main(sysargv: List[str]) -> None:
|
|||||||
args.func(args)
|
args.func(args)
|
||||||
return
|
return
|
||||||
|
|
||||||
freqtrade = None
|
worker = None
|
||||||
return_code = 1
|
return_code = 1
|
||||||
try:
|
try:
|
||||||
# Load and validate configuration
|
# Load and run worker
|
||||||
config = Configuration(args, None).get_config()
|
worker = Worker(args)
|
||||||
|
worker.run()
|
||||||
# Init the bot
|
|
||||||
freqtrade = FreqtradeBot(config)
|
|
||||||
|
|
||||||
state = None
|
|
||||||
while True:
|
|
||||||
state = freqtrade.worker(old_state=state)
|
|
||||||
if state == State.RELOAD_CONF:
|
|
||||||
freqtrade = reconfigure(freqtrade, args)
|
|
||||||
|
|
||||||
except KeyboardInterrupt:
|
except KeyboardInterrupt:
|
||||||
logger.info('SIGINT received, aborting ...')
|
logger.info('SIGINT received, aborting ...')
|
||||||
@ -59,34 +50,11 @@ def main(sysargv: List[str]) -> None:
|
|||||||
except BaseException:
|
except BaseException:
|
||||||
logger.exception('Fatal exception!')
|
logger.exception('Fatal exception!')
|
||||||
finally:
|
finally:
|
||||||
if freqtrade:
|
if worker:
|
||||||
freqtrade.stopping()
|
worker.exit()
|
||||||
freqtrade.rpc.send_msg({
|
|
||||||
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
||||||
'status': 'process died'
|
|
||||||
})
|
|
||||||
freqtrade.cleanup()
|
|
||||||
sys.exit(return_code)
|
sys.exit(return_code)
|
||||||
|
|
||||||
|
|
||||||
def reconfigure(freqtrade: FreqtradeBot, args: Namespace) -> FreqtradeBot:
|
|
||||||
"""
|
|
||||||
Cleans up current instance, reloads the configuration and returns the new instance
|
|
||||||
"""
|
|
||||||
freqtrade.reconfigure()
|
|
||||||
|
|
||||||
# Clean up current modules
|
|
||||||
freqtrade.cleanup()
|
|
||||||
|
|
||||||
# Create new instance
|
|
||||||
freqtrade = FreqtradeBot(Configuration(args, None).get_config())
|
|
||||||
freqtrade.rpc.send_msg({
|
|
||||||
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
||||||
'status': 'config reloaded'
|
|
||||||
})
|
|
||||||
return freqtrade
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
set_loggers()
|
set_loggers()
|
||||||
main(sys.argv[1:])
|
main(sys.argv[1:])
|
||||||
|
@ -210,6 +210,32 @@ class Backtesting(object):
|
|||||||
logger.info('Dumping backtest results to %s', recordfilename)
|
logger.info('Dumping backtest results to %s', recordfilename)
|
||||||
file_dump_json(recordfilename, records)
|
file_dump_json(recordfilename, records)
|
||||||
|
|
||||||
|
def _get_ticker_list(self, processed) -> Dict[str, DataFrame]:
|
||||||
|
"""
|
||||||
|
Helper function to convert a processed tickerlist into a list for performance reasons.
|
||||||
|
|
||||||
|
Used by backtest() - so keep this optimized for performance.
|
||||||
|
"""
|
||||||
|
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
|
||||||
|
ticker: Dict = {}
|
||||||
|
# Create ticker dict
|
||||||
|
for pair, pair_data in processed.items():
|
||||||
|
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
|
||||||
|
|
||||||
|
ticker_data = self.advise_sell(
|
||||||
|
self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
|
||||||
|
|
||||||
|
# to avoid using data from future, we buy/sell with signal from previous candle
|
||||||
|
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
|
||||||
|
ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1)
|
||||||
|
|
||||||
|
ticker_data.drop(ticker_data.head(1).index, inplace=True)
|
||||||
|
|
||||||
|
# Convert from Pandas to list for performance reasons
|
||||||
|
# (Looping Pandas is slow.)
|
||||||
|
ticker[pair] = [x for x in ticker_data.itertuples()]
|
||||||
|
return ticker
|
||||||
|
|
||||||
def _get_sell_trade_entry(
|
def _get_sell_trade_entry(
|
||||||
self, pair: str, buy_row: DataFrame,
|
self, pair: str, buy_row: DataFrame,
|
||||||
partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]:
|
partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]:
|
||||||
@ -304,7 +330,6 @@ class Backtesting(object):
|
|||||||
position_stacking: do we allow position stacking? (default: False)
|
position_stacking: do we allow position stacking? (default: False)
|
||||||
:return: DataFrame
|
:return: DataFrame
|
||||||
"""
|
"""
|
||||||
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
|
|
||||||
processed = args['processed']
|
processed = args['processed']
|
||||||
max_open_trades = args.get('max_open_trades', 0)
|
max_open_trades = args.get('max_open_trades', 0)
|
||||||
position_stacking = args.get('position_stacking', False)
|
position_stacking = args.get('position_stacking', False)
|
||||||
@ -312,54 +337,50 @@ class Backtesting(object):
|
|||||||
end_date = args['end_date']
|
end_date = args['end_date']
|
||||||
trades = []
|
trades = []
|
||||||
trade_count_lock: Dict = {}
|
trade_count_lock: Dict = {}
|
||||||
ticker: Dict = {}
|
|
||||||
pairs = []
|
|
||||||
# Create ticker dict
|
|
||||||
for pair, pair_data in processed.items():
|
|
||||||
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
|
|
||||||
|
|
||||||
ticker_data = self.advise_sell(
|
# Dict of ticker-lists for performance (looping lists is a lot faster than dataframes)
|
||||||
self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
|
ticker: Dict = self._get_ticker_list(processed)
|
||||||
|
|
||||||
# to avoid using data from future, we buy/sell with signal from previous candle
|
|
||||||
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
|
|
||||||
ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1)
|
|
||||||
|
|
||||||
ticker_data.drop(ticker_data.head(1).index, inplace=True)
|
|
||||||
|
|
||||||
# Convert from Pandas to list for performance reasons
|
|
||||||
# (Looping Pandas is slow.)
|
|
||||||
ticker[pair] = [x for x in ticker_data.itertuples()]
|
|
||||||
pairs.append(pair)
|
|
||||||
|
|
||||||
lock_pair_until: Dict = {}
|
lock_pair_until: Dict = {}
|
||||||
|
# Indexes per pair, so some pairs are allowed to have a missing start.
|
||||||
|
indexes: Dict = {}
|
||||||
tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
|
tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
|
||||||
index = 0
|
|
||||||
# Loop timerange and test per pair
|
# Loop timerange and get candle for each pair at that point in time
|
||||||
while tmp < end_date:
|
while tmp < end_date:
|
||||||
# print(f"time: {tmp}")
|
|
||||||
for i, pair in enumerate(ticker):
|
for i, pair in enumerate(ticker):
|
||||||
|
if pair not in indexes:
|
||||||
|
indexes[pair] = 0
|
||||||
|
|
||||||
try:
|
try:
|
||||||
row = ticker[pair][index]
|
row = ticker[pair][indexes[pair]]
|
||||||
except IndexError:
|
except IndexError:
|
||||||
# missing Data for one pair ...
|
# missing Data for one pair at the end.
|
||||||
# Warnings for this are shown by `validate_backtest_data`
|
# Warnings for this are shown by `validate_backtest_data`
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
# Waits until the time-counter reaches the start of the data for this pair.
|
||||||
|
if row.date > tmp.datetime:
|
||||||
|
continue
|
||||||
|
|
||||||
|
indexes[pair] += 1
|
||||||
|
|
||||||
if row.buy == 0 or row.sell == 1:
|
if row.buy == 0 or row.sell == 1:
|
||||||
continue # skip rows where no buy signal or that would immediately sell off
|
continue # skip rows where no buy signal or that would immediately sell off
|
||||||
|
|
||||||
if not position_stacking:
|
if (not position_stacking and pair in lock_pair_until
|
||||||
if pair in lock_pair_until and row.date <= lock_pair_until[pair]:
|
and row.date <= lock_pair_until[pair]):
|
||||||
|
# without positionstacking, we can only have one open trade per pair.
|
||||||
continue
|
continue
|
||||||
|
|
||||||
if max_open_trades > 0:
|
if max_open_trades > 0:
|
||||||
# Check if max_open_trades has already been reached for the given date
|
# Check if max_open_trades has already been reached for the given date
|
||||||
if not trade_count_lock.get(row.date, 0) < max_open_trades:
|
if not trade_count_lock.get(row.date, 0) < max_open_trades:
|
||||||
continue
|
continue
|
||||||
|
|
||||||
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
|
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
|
||||||
|
|
||||||
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][index + 1:],
|
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
|
||||||
trade_count_lock, args)
|
trade_count_lock, args)
|
||||||
|
|
||||||
if trade_entry:
|
if trade_entry:
|
||||||
@ -367,11 +388,10 @@ class Backtesting(object):
|
|||||||
trades.append(trade_entry)
|
trades.append(trade_entry)
|
||||||
else:
|
else:
|
||||||
# Set lock_pair_until to end of testing period if trade could not be closed
|
# Set lock_pair_until to end of testing period if trade could not be closed
|
||||||
# This happens only if the buy-signal was with the last candle
|
lock_pair_until[pair] = end_date.datetime
|
||||||
lock_pair_until[pair] = end_date
|
|
||||||
|
|
||||||
|
# Move time one configured time_interval ahead.
|
||||||
tmp += timedelta(minutes=self.ticker_interval_mins)
|
tmp += timedelta(minutes=self.ticker_interval_mins)
|
||||||
index += 1
|
|
||||||
return DataFrame.from_records(trades, columns=BacktestResult._fields)
|
return DataFrame.from_records(trades, columns=BacktestResult._fields)
|
||||||
|
|
||||||
def start(self) -> None:
|
def start(self) -> None:
|
||||||
|
@ -103,14 +103,21 @@ class RPC(object):
|
|||||||
results.append(dict(
|
results.append(dict(
|
||||||
trade_id=trade.id,
|
trade_id=trade.id,
|
||||||
pair=trade.pair,
|
pair=trade.pair,
|
||||||
|
base_currency=self._freqtrade.config['stake_currency'],
|
||||||
date=arrow.get(trade.open_date),
|
date=arrow.get(trade.open_date),
|
||||||
open_rate=trade.open_rate,
|
open_rate=trade.open_rate,
|
||||||
close_rate=trade.close_rate,
|
close_rate=trade.close_rate,
|
||||||
current_rate=current_rate,
|
current_rate=current_rate,
|
||||||
amount=round(trade.amount, 8),
|
amount=round(trade.amount, 8),
|
||||||
|
stake_amount=round(trade.stake_amount, 8),
|
||||||
close_profit=fmt_close_profit,
|
close_profit=fmt_close_profit,
|
||||||
current_profit=round(current_profit * 100, 2),
|
current_profit=round(current_profit * 100, 2),
|
||||||
stop_loss=trade.stop_loss,
|
stop_loss=trade.stop_loss,
|
||||||
|
stop_loss_pct=(trade.stop_loss_pct * 100)
|
||||||
|
if trade.stop_loss_pct else None,
|
||||||
|
initial_stop_loss=trade.initial_stop_loss,
|
||||||
|
initial_stop_loss_pct=(trade.initial_stop_loss_pct * 100)
|
||||||
|
if trade.initial_stop_loss_pct else None,
|
||||||
open_order='({} {} rem={:.8f})'.format(
|
open_order='({} {} rem={:.8f})'.format(
|
||||||
order['type'], order['side'], order['remaining']
|
order['type'], order['side'], order['remaining']
|
||||||
) if order else None,
|
) if order else None,
|
||||||
@ -481,13 +488,4 @@ class RPC(object):
|
|||||||
""" Returns information related to Edge """
|
""" Returns information related to Edge """
|
||||||
if not self._freqtrade.edge:
|
if not self._freqtrade.edge:
|
||||||
raise RPCException(f'Edge is not enabled.')
|
raise RPCException(f'Edge is not enabled.')
|
||||||
|
return self._freqtrade.edge.accepted_pairs()
|
||||||
return [
|
|
||||||
{
|
|
||||||
'Pair': k,
|
|
||||||
'Winrate': v.winrate,
|
|
||||||
'Expectancy': v.expectancy,
|
|
||||||
'Stoploss': v.stoploss,
|
|
||||||
}
|
|
||||||
for k, v in self._freqtrade.edge._cached_pairs.items()
|
|
||||||
]
|
|
||||||
|
@ -197,16 +197,25 @@ class Telegram(RPC):
|
|||||||
messages = []
|
messages = []
|
||||||
for r in results:
|
for r in results:
|
||||||
lines = [
|
lines = [
|
||||||
"*Trade ID:* `{trade_id}` (since `{date}`)",
|
"*Trade ID:* `{trade_id}` `(since {date})`",
|
||||||
"*Current Pair:* {pair}",
|
"*Current Pair:* {pair}",
|
||||||
"*Amount:* `{amount}`",
|
"*Amount:* `{amount} ({stake_amount} {base_currency})`",
|
||||||
"*Open Rate:* `{open_rate:.8f}`",
|
"*Open Rate:* `{open_rate:.8f}`",
|
||||||
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
|
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
|
||||||
"*Current Rate:* `{current_rate:.8f}`",
|
"*Current Rate:* `{current_rate:.8f}`",
|
||||||
"*Close Profit:* `{close_profit}`" if r['close_profit'] else "",
|
"*Close Profit:* `{close_profit}`" if r['close_profit'] else "",
|
||||||
"*Current Profit:* `{current_profit:.2f}%`",
|
"*Current Profit:* `{current_profit:.2f}%`",
|
||||||
"*Stoploss:* `{stop_loss:.8f}`",
|
|
||||||
"*Open Order:* `{open_order}`" if r['open_order'] else "",
|
# Adding initial stoploss only if it is different from stoploss
|
||||||
|
"*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
|
||||||
|
("`({initial_stop_loss_pct:.2f}%)`" if r['initial_stop_loss_pct'] else "")
|
||||||
|
if r['stop_loss'] != r['initial_stop_loss'] else "",
|
||||||
|
|
||||||
|
# Adding stoploss and stoploss percentage only if it is not None
|
||||||
|
"*Stoploss:* `{stop_loss:.8f}` " +
|
||||||
|
("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""),
|
||||||
|
|
||||||
|
"*Open Order:* `{open_order}`" if r['open_order'] else ""
|
||||||
]
|
]
|
||||||
messages.append("\n".join(filter(None, lines)).format(**r))
|
messages.append("\n".join(filter(None, lines)).format(**r))
|
||||||
|
|
||||||
@ -502,7 +511,6 @@ class Telegram(RPC):
|
|||||||
"""
|
"""
|
||||||
try:
|
try:
|
||||||
edge_pairs = self._rpc_edge()
|
edge_pairs = self._rpc_edge()
|
||||||
print(edge_pairs)
|
|
||||||
edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
|
edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
|
||||||
message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
|
message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
|
||||||
self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
|
self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
|
||||||
|
@ -16,6 +16,7 @@ from freqtrade.edge import Edge, PairInfo
|
|||||||
from freqtrade.exchange import Exchange
|
from freqtrade.exchange import Exchange
|
||||||
from freqtrade.freqtradebot import FreqtradeBot
|
from freqtrade.freqtradebot import FreqtradeBot
|
||||||
from freqtrade.resolvers import ExchangeResolver
|
from freqtrade.resolvers import ExchangeResolver
|
||||||
|
from freqtrade.worker import Worker
|
||||||
|
|
||||||
logging.getLogger('').setLevel(logging.INFO)
|
logging.getLogger('').setLevel(logging.INFO)
|
||||||
|
|
||||||
@ -87,7 +88,7 @@ def get_patched_edge(mocker, config) -> Edge:
|
|||||||
# Functions for recurrent object patching
|
# Functions for recurrent object patching
|
||||||
|
|
||||||
|
|
||||||
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
def patch_freqtradebot(mocker, config) -> None:
|
||||||
"""
|
"""
|
||||||
This function patch _init_modules() to not call dependencies
|
This function patch _init_modules() to not call dependencies
|
||||||
:param mocker: a Mocker object to apply patches
|
:param mocker: a Mocker object to apply patches
|
||||||
@ -100,9 +101,17 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
|||||||
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
|
||||||
|
|
||||||
|
|
||||||
|
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
||||||
|
patch_freqtradebot(mocker, config)
|
||||||
return FreqtradeBot(config)
|
return FreqtradeBot(config)
|
||||||
|
|
||||||
|
|
||||||
|
def get_patched_worker(mocker, config) -> Worker:
|
||||||
|
patch_freqtradebot(mocker, config)
|
||||||
|
return Worker(args=None, config=config)
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture(autouse=True)
|
@pytest.fixture(autouse=True)
|
||||||
def patch_coinmarketcap(mocker) -> None:
|
def patch_coinmarketcap(mocker) -> None:
|
||||||
"""
|
"""
|
||||||
|
@ -122,8 +122,8 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
|
|||||||
for c, trade in enumerate(data.trades):
|
for c, trade in enumerate(data.trades):
|
||||||
res = results.iloc[c]
|
res = results.iloc[c]
|
||||||
assert res.exit_type == trade.sell_reason
|
assert res.exit_type == trade.sell_reason
|
||||||
assert res.open_time == _get_frame_time_from_offset(trade.open_tick)
|
assert arrow.get(res.open_time) == _get_frame_time_from_offset(trade.open_tick)
|
||||||
assert res.close_time == _get_frame_time_from_offset(trade.close_tick)
|
assert arrow.get(res.close_time) == _get_frame_time_from_offset(trade.close_tick)
|
||||||
|
|
||||||
|
|
||||||
def test_adjust(mocker, edge_conf):
|
def test_adjust(mocker, edge_conf):
|
||||||
|
@ -33,7 +33,7 @@ class BTContainer(NamedTuple):
|
|||||||
|
|
||||||
def _get_frame_time_from_offset(offset):
|
def _get_frame_time_from_offset(offset):
|
||||||
return ticker_start_time.shift(minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])
|
return ticker_start_time.shift(minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])
|
||||||
).datetime.replace(tzinfo=None)
|
).datetime
|
||||||
|
|
||||||
|
|
||||||
def _build_backtest_dataframe(ticker_with_signals):
|
def _build_backtest_dataframe(ticker_with_signals):
|
||||||
|
@ -685,25 +685,32 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
|
|||||||
assert len(results.loc[results.open_at_end]) == 0
|
assert len(results.loc[results.open_at_end]) == 0
|
||||||
|
|
||||||
|
|
||||||
def test_backtest_multi_pair(default_conf, fee, mocker):
|
@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
|
||||||
|
@pytest.mark.parametrize("tres", [0, 20, 30])
|
||||||
|
def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair):
|
||||||
|
|
||||||
def _trend_alternate_hold(dataframe=None, metadata=None):
|
def _trend_alternate_hold(dataframe=None, metadata=None):
|
||||||
"""
|
"""
|
||||||
Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)
|
Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)
|
||||||
"""
|
"""
|
||||||
multi = 8
|
if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
|
||||||
|
multi = 20
|
||||||
|
else:
|
||||||
|
multi = 18
|
||||||
dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
|
dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
|
||||||
dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
|
dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
|
||||||
if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
|
|
||||||
dataframe['buy'] = dataframe['buy'].shift(-4)
|
|
||||||
dataframe['sell'] = dataframe['sell'].shift(-4)
|
|
||||||
return dataframe
|
return dataframe
|
||||||
|
|
||||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
|
|
||||||
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
|
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
|
||||||
data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs)
|
data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs)
|
||||||
|
# Only use 500 lines to increase performance
|
||||||
data = trim_dictlist(data, -500)
|
data = trim_dictlist(data, -500)
|
||||||
|
|
||||||
|
# Remove data for one pair from the beginning of the data
|
||||||
|
data[pair] = data[pair][tres:]
|
||||||
# We need to enable sell-signal - otherwise it sells on ROI!!
|
# We need to enable sell-signal - otherwise it sells on ROI!!
|
||||||
default_conf['experimental'] = {"use_sell_signal": True}
|
default_conf['experimental'] = {"use_sell_signal": True}
|
||||||
default_conf['ticker_interval'] = '5m'
|
default_conf['ticker_interval'] = '5m'
|
||||||
|
@ -51,14 +51,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
|
|||||||
assert {
|
assert {
|
||||||
'trade_id': 1,
|
'trade_id': 1,
|
||||||
'pair': 'ETH/BTC',
|
'pair': 'ETH/BTC',
|
||||||
|
'base_currency': 'BTC',
|
||||||
'date': ANY,
|
'date': ANY,
|
||||||
'open_rate': 1.099e-05,
|
'open_rate': 1.099e-05,
|
||||||
'close_rate': None,
|
'close_rate': None,
|
||||||
'current_rate': 1.098e-05,
|
'current_rate': 1.098e-05,
|
||||||
'amount': 90.99181074,
|
'amount': 90.99181074,
|
||||||
|
'stake_amount': 0.001,
|
||||||
'close_profit': None,
|
'close_profit': None,
|
||||||
'current_profit': -0.59,
|
'current_profit': -0.59,
|
||||||
'stop_loss': 0.0,
|
'stop_loss': 0.0,
|
||||||
|
'initial_stop_loss': 0.0,
|
||||||
|
'initial_stop_loss_pct': None,
|
||||||
|
'stop_loss_pct': None,
|
||||||
'open_order': '(limit buy rem=0.00000000)'
|
'open_order': '(limit buy rem=0.00000000)'
|
||||||
} == results[0]
|
} == results[0]
|
||||||
|
|
||||||
@ -72,14 +77,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
|
|||||||
assert {
|
assert {
|
||||||
'trade_id': 1,
|
'trade_id': 1,
|
||||||
'pair': 'ETH/BTC',
|
'pair': 'ETH/BTC',
|
||||||
|
'base_currency': 'BTC',
|
||||||
'date': ANY,
|
'date': ANY,
|
||||||
'open_rate': 1.099e-05,
|
'open_rate': 1.099e-05,
|
||||||
'close_rate': None,
|
'close_rate': None,
|
||||||
'current_rate': ANY,
|
'current_rate': ANY,
|
||||||
'amount': 90.99181074,
|
'amount': 90.99181074,
|
||||||
|
'stake_amount': 0.001,
|
||||||
'close_profit': None,
|
'close_profit': None,
|
||||||
'current_profit': ANY,
|
'current_profit': ANY,
|
||||||
'stop_loss': 0.0,
|
'stop_loss': 0.0,
|
||||||
|
'initial_stop_loss': 0.0,
|
||||||
|
'initial_stop_loss_pct': None,
|
||||||
|
'stop_loss_pct': None,
|
||||||
'open_order': '(limit buy rem=0.00000000)'
|
'open_order': '(limit buy rem=0.00000000)'
|
||||||
} == results[0]
|
} == results[0]
|
||||||
|
|
||||||
|
@ -189,14 +189,19 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
|
|||||||
_rpc_trade_status=MagicMock(return_value=[{
|
_rpc_trade_status=MagicMock(return_value=[{
|
||||||
'trade_id': 1,
|
'trade_id': 1,
|
||||||
'pair': 'ETH/BTC',
|
'pair': 'ETH/BTC',
|
||||||
|
'base_currency': 'BTC',
|
||||||
'date': arrow.utcnow(),
|
'date': arrow.utcnow(),
|
||||||
'open_rate': 1.099e-05,
|
'open_rate': 1.099e-05,
|
||||||
'close_rate': None,
|
'close_rate': None,
|
||||||
'current_rate': 1.098e-05,
|
'current_rate': 1.098e-05,
|
||||||
'amount': 90.99181074,
|
'amount': 90.99181074,
|
||||||
|
'stake_amount': 90.99181074,
|
||||||
'close_profit': None,
|
'close_profit': None,
|
||||||
'current_profit': -0.59,
|
'current_profit': -0.59,
|
||||||
|
'initial_stop_loss': 1.098e-05,
|
||||||
'stop_loss': 1.099e-05,
|
'stop_loss': 1.099e-05,
|
||||||
|
'initial_stop_loss_pct': -0.05,
|
||||||
|
'stop_loss_pct': -0.01,
|
||||||
'open_order': '(limit buy rem=0.00000000)'
|
'open_order': '(limit buy rem=0.00000000)'
|
||||||
}]),
|
}]),
|
||||||
_status_table=status_table,
|
_status_table=status_table,
|
||||||
|
@ -21,12 +21,13 @@ from freqtrade.state import State
|
|||||||
from freqtrade.strategy.interface import SellCheckTuple, SellType
|
from freqtrade.strategy.interface import SellCheckTuple, SellType
|
||||||
from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
|
from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
|
||||||
patch_exchange, patch_wallet)
|
patch_exchange, patch_wallet)
|
||||||
|
from freqtrade.worker import Worker
|
||||||
|
|
||||||
|
|
||||||
# Functions for recurrent object patching
|
# Functions for recurrent object patching
|
||||||
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
def patch_freqtradebot(mocker, config) -> None:
|
||||||
"""
|
"""
|
||||||
This function patch _init_modules() to not call dependencies
|
This function patches _init_modules() to not call dependencies
|
||||||
:param mocker: a Mocker object to apply patches
|
:param mocker: a Mocker object to apply patches
|
||||||
:param config: Config to pass to the bot
|
:param config: Config to pass to the bot
|
||||||
:return: None
|
:return: None
|
||||||
@ -35,9 +36,29 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
|||||||
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
|
|
||||||
|
|
||||||
|
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
||||||
|
"""
|
||||||
|
This function patches _init_modules() to not call dependencies
|
||||||
|
:param mocker: a Mocker object to apply patches
|
||||||
|
:param config: Config to pass to the bot
|
||||||
|
:return: FreqtradeBot
|
||||||
|
"""
|
||||||
|
patch_freqtradebot(mocker, config)
|
||||||
return FreqtradeBot(config)
|
return FreqtradeBot(config)
|
||||||
|
|
||||||
|
|
||||||
|
def get_patched_worker(mocker, config) -> Worker:
|
||||||
|
"""
|
||||||
|
This function patches _init_modules() to not call dependencies
|
||||||
|
:param mocker: a Mocker object to apply patches
|
||||||
|
:param config: Config to pass to the bot
|
||||||
|
:return: Worker
|
||||||
|
"""
|
||||||
|
patch_freqtradebot(mocker, config)
|
||||||
|
return Worker(args=None, config=config)
|
||||||
|
|
||||||
|
|
||||||
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
|
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
|
||||||
"""
|
"""
|
||||||
:param mocker: mocker to patch IStrategy class
|
:param mocker: mocker to patch IStrategy class
|
||||||
@ -61,7 +82,7 @@ def patch_RPCManager(mocker) -> MagicMock:
|
|||||||
|
|
||||||
# Unit tests
|
# Unit tests
|
||||||
|
|
||||||
def test_freqtradebot(mocker, default_conf, markets) -> None:
|
def test_freqtradebot_state(mocker, default_conf, markets) -> None:
|
||||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||||
assert freqtrade.state is State.RUNNING
|
assert freqtrade.state is State.RUNNING
|
||||||
@ -71,6 +92,16 @@ def test_freqtradebot(mocker, default_conf, markets) -> None:
|
|||||||
assert freqtrade.state is State.STOPPED
|
assert freqtrade.state is State.STOPPED
|
||||||
|
|
||||||
|
|
||||||
|
def test_worker_state(mocker, default_conf, markets) -> None:
|
||||||
|
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||||
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
|
assert worker.state is State.RUNNING
|
||||||
|
|
||||||
|
default_conf.pop('initial_state')
|
||||||
|
worker = Worker(args=None, config=default_conf)
|
||||||
|
assert worker.state is State.STOPPED
|
||||||
|
|
||||||
|
|
||||||
def test_cleanup(mocker, default_conf, caplog) -> None:
|
def test_cleanup(mocker, default_conf, caplog) -> None:
|
||||||
mock_cleanup = MagicMock()
|
mock_cleanup = MagicMock()
|
||||||
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
|
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
|
||||||
@ -82,28 +113,28 @@ def test_cleanup(mocker, default_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_worker_running(mocker, default_conf, caplog) -> None:
|
def test_worker_running(mocker, default_conf, caplog) -> None:
|
||||||
mock_throttle = MagicMock()
|
mock_throttle = MagicMock()
|
||||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
|
mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
|
||||||
|
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
|
|
||||||
state = freqtrade.worker(old_state=None)
|
state = worker._worker(old_state=None)
|
||||||
assert state is State.RUNNING
|
assert state is State.RUNNING
|
||||||
assert log_has('Changing state to: RUNNING', caplog.record_tuples)
|
assert log_has('Changing state to: RUNNING', caplog.record_tuples)
|
||||||
assert mock_throttle.call_count == 1
|
assert mock_throttle.call_count == 1
|
||||||
# Check strategy is loaded, and received a dataprovider object
|
# Check strategy is loaded, and received a dataprovider object
|
||||||
assert freqtrade.strategy
|
assert worker.freqtrade.strategy
|
||||||
assert freqtrade.strategy.dp
|
assert worker.freqtrade.strategy.dp
|
||||||
assert isinstance(freqtrade.strategy.dp, DataProvider)
|
assert isinstance(worker.freqtrade.strategy.dp, DataProvider)
|
||||||
|
|
||||||
|
|
||||||
def test_worker_stopped(mocker, default_conf, caplog) -> None:
|
def test_worker_stopped(mocker, default_conf, caplog) -> None:
|
||||||
mock_throttle = MagicMock()
|
mock_throttle = MagicMock()
|
||||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
|
mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
|
||||||
mock_sleep = mocker.patch('time.sleep', return_value=None)
|
mock_sleep = mocker.patch('time.sleep', return_value=None)
|
||||||
|
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
freqtrade.state = State.STOPPED
|
worker.state = State.STOPPED
|
||||||
state = freqtrade.worker(old_state=State.RUNNING)
|
state = worker._worker(old_state=State.RUNNING)
|
||||||
assert state is State.STOPPED
|
assert state is State.STOPPED
|
||||||
assert log_has('Changing state to: STOPPED', caplog.record_tuples)
|
assert log_has('Changing state to: STOPPED', caplog.record_tuples)
|
||||||
assert mock_throttle.call_count == 0
|
assert mock_throttle.call_count == 0
|
||||||
@ -115,17 +146,17 @@ def test_throttle(mocker, default_conf, caplog) -> None:
|
|||||||
return 42
|
return 42
|
||||||
|
|
||||||
caplog.set_level(logging.DEBUG)
|
caplog.set_level(logging.DEBUG)
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
|
|
||||||
start = time.time()
|
start = time.time()
|
||||||
result = freqtrade._throttle(throttled_func, min_secs=0.1)
|
result = worker._throttle(throttled_func, min_secs=0.1)
|
||||||
end = time.time()
|
end = time.time()
|
||||||
|
|
||||||
assert result == 42
|
assert result == 42
|
||||||
assert end - start > 0.1
|
assert end - start > 0.1
|
||||||
assert log_has('Throttling throttled_func for 0.10 seconds', caplog.record_tuples)
|
assert log_has('Throttling throttled_func for 0.10 seconds', caplog.record_tuples)
|
||||||
|
|
||||||
result = freqtrade._throttle(throttled_func, min_secs=-1)
|
result = worker._throttle(throttled_func, min_secs=-1)
|
||||||
assert result == 42
|
assert result == 42
|
||||||
|
|
||||||
|
|
||||||
@ -133,12 +164,12 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
|
|||||||
def throttled_func(nb_assets=-1):
|
def throttled_func(nb_assets=-1):
|
||||||
return nb_assets
|
return nb_assets
|
||||||
|
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
|
|
||||||
result = freqtrade._throttle(throttled_func, min_secs=0.1, nb_assets=666)
|
result = worker._throttle(throttled_func, min_secs=0.1, nb_assets=666)
|
||||||
assert result == 666
|
assert result == 666
|
||||||
|
|
||||||
result = freqtrade._throttle(throttled_func, min_secs=0.1)
|
result = worker._throttle(throttled_func, min_secs=0.1)
|
||||||
assert result == -1
|
assert result == -1
|
||||||
|
|
||||||
|
|
||||||
@ -224,7 +255,7 @@ def test_edge_called_in_process(mocker, edge_conf) -> None:
|
|||||||
freqtrade = FreqtradeBot(edge_conf)
|
freqtrade = FreqtradeBot(edge_conf)
|
||||||
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
|
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(freqtrade)
|
||||||
freqtrade._process()
|
freqtrade.process()
|
||||||
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
|
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
|
||||||
|
|
||||||
|
|
||||||
@ -551,8 +582,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
|
|||||||
freqtrade = FreqtradeBot(default_conf)
|
freqtrade = FreqtradeBot(default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(freqtrade)
|
||||||
|
|
||||||
result = freqtrade.create_trade()
|
assert not freqtrade.create_trade()
|
||||||
assert result is False
|
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
||||||
@ -573,11 +603,12 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
|||||||
freqtrade = FreqtradeBot(default_conf)
|
freqtrade = FreqtradeBot(default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(freqtrade)
|
||||||
|
|
||||||
assert freqtrade.create_trade() is False
|
assert not freqtrade.create_trade()
|
||||||
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
|
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
|
def test_create_trade_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
|
||||||
|
markets, mocker, caplog) -> None:
|
||||||
patch_RPCManager(mocker)
|
patch_RPCManager(mocker)
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
@ -589,18 +620,17 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, marke
|
|||||||
)
|
)
|
||||||
|
|
||||||
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
||||||
default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
|
||||||
freqtrade = FreqtradeBot(default_conf)
|
freqtrade = FreqtradeBot(default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(freqtrade)
|
||||||
|
|
||||||
freqtrade.create_trade()
|
assert freqtrade.create_trade()
|
||||||
|
assert not freqtrade.create_trade()
|
||||||
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
|
assert log_has("No currency pair in whitelist, but checking to sell open trades.",
|
||||||
freqtrade.create_trade()
|
caplog.record_tuples)
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
def test_create_trade_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
|
||||||
limit_buy_order, fee, markets, mocker) -> None:
|
markets, mocker, caplog) -> None:
|
||||||
patch_RPCManager(mocker)
|
patch_RPCManager(mocker)
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
@ -610,15 +640,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
|||||||
get_fee=fee,
|
get_fee=fee,
|
||||||
markets=PropertyMock(return_value=markets)
|
markets=PropertyMock(return_value=markets)
|
||||||
)
|
)
|
||||||
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
default_conf['exchange']['pair_whitelist'] = []
|
||||||
default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
|
||||||
freqtrade = FreqtradeBot(default_conf)
|
freqtrade = FreqtradeBot(default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(freqtrade)
|
||||||
|
|
||||||
freqtrade.create_trade()
|
assert not freqtrade.create_trade()
|
||||||
|
assert log_has("Whitelist is empty.", caplog.record_tuples)
|
||||||
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
|
|
||||||
freqtrade.create_trade()
|
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
|
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
|
||||||
@ -658,7 +685,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
|
|||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert not trades
|
assert not trades
|
||||||
|
|
||||||
result = freqtrade._process()
|
result = freqtrade.process()
|
||||||
assert result is True
|
assert result is True
|
||||||
|
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
@ -689,10 +716,10 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
|
|||||||
)
|
)
|
||||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||||
|
|
||||||
freqtrade = FreqtradeBot(default_conf)
|
worker = Worker(args=None, config=default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(worker.freqtrade)
|
||||||
|
|
||||||
result = freqtrade._process()
|
result = worker._process()
|
||||||
assert result is False
|
assert result is False
|
||||||
assert sleep_mock.has_calls()
|
assert sleep_mock.has_calls()
|
||||||
|
|
||||||
@ -706,14 +733,14 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
|
|||||||
markets=PropertyMock(return_value=markets),
|
markets=PropertyMock(return_value=markets),
|
||||||
buy=MagicMock(side_effect=OperationalException)
|
buy=MagicMock(side_effect=OperationalException)
|
||||||
)
|
)
|
||||||
freqtrade = FreqtradeBot(default_conf)
|
worker = Worker(args=None, config=default_conf)
|
||||||
patch_get_signal(freqtrade)
|
patch_get_signal(worker.freqtrade)
|
||||||
|
|
||||||
assert freqtrade.state == State.RUNNING
|
assert worker.state == State.RUNNING
|
||||||
|
|
||||||
result = freqtrade._process()
|
result = worker._process()
|
||||||
assert result is False
|
assert result is False
|
||||||
assert freqtrade.state == State.STOPPED
|
assert worker.state == State.STOPPED
|
||||||
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
|
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
|
||||||
|
|
||||||
|
|
||||||
@ -734,18 +761,18 @@ def test_process_trade_handling(
|
|||||||
|
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert not trades
|
assert not trades
|
||||||
result = freqtrade._process()
|
result = freqtrade.process()
|
||||||
assert result is True
|
assert result is True
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert len(trades) == 1
|
assert len(trades) == 1
|
||||||
|
|
||||||
result = freqtrade._process()
|
result = freqtrade.process()
|
||||||
assert result is False
|
assert result is False
|
||||||
|
|
||||||
|
|
||||||
def test_process_trade_no_whitelist_pair(
|
def test_process_trade_no_whitelist_pair(
|
||||||
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
|
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
|
||||||
""" Test _process with trade not in pair list """
|
""" Test process with trade not in pair list """
|
||||||
patch_RPCManager(mocker)
|
patch_RPCManager(mocker)
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
@ -782,7 +809,7 @@ def test_process_trade_no_whitelist_pair(
|
|||||||
))
|
))
|
||||||
|
|
||||||
assert pair not in freqtrade.active_pair_whitelist
|
assert pair not in freqtrade.active_pair_whitelist
|
||||||
result = freqtrade._process()
|
result = freqtrade.process()
|
||||||
assert pair in freqtrade.active_pair_whitelist
|
assert pair in freqtrade.active_pair_whitelist
|
||||||
# Make sure each pair is only in the list once
|
# Make sure each pair is only in the list once
|
||||||
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
|
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
|
||||||
@ -812,7 +839,7 @@ def test_process_informative_pairs_added(default_conf, ticker, markets, mocker)
|
|||||||
freqtrade.strategy.informative_pairs = inf_pairs
|
freqtrade.strategy.informative_pairs = inf_pairs
|
||||||
# patch_get_signal(freqtrade)
|
# patch_get_signal(freqtrade)
|
||||||
|
|
||||||
freqtrade._process()
|
freqtrade.process()
|
||||||
assert inf_pairs.call_count == 1
|
assert inf_pairs.call_count == 1
|
||||||
assert refresh_mock.call_count == 1
|
assert refresh_mock.call_count == 1
|
||||||
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
|
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
|
||||||
@ -3083,5 +3110,5 @@ def test_startup_messages(default_conf, mocker):
|
|||||||
'config': {'number_assets': 20}
|
'config': {'number_assets': 20}
|
||||||
}
|
}
|
||||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
assert freqtrade.state is State.RUNNING
|
assert worker.state is State.RUNNING
|
||||||
|
@ -7,8 +7,8 @@ import pytest
|
|||||||
|
|
||||||
from freqtrade import OperationalException
|
from freqtrade import OperationalException
|
||||||
from freqtrade.arguments import Arguments
|
from freqtrade.arguments import Arguments
|
||||||
from freqtrade.freqtradebot import FreqtradeBot
|
from freqtrade.worker import Worker
|
||||||
from freqtrade.main import main, reconfigure
|
from freqtrade.main import main
|
||||||
from freqtrade.state import State
|
from freqtrade.state import State
|
||||||
from freqtrade.tests.conftest import log_has, patch_exchange
|
from freqtrade.tests.conftest import log_has, patch_exchange
|
||||||
|
|
||||||
@ -43,17 +43,14 @@ def test_main_start_hyperopt(mocker) -> None:
|
|||||||
|
|
||||||
def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
|
def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
|
||||||
'freqtrade.freqtradebot.FreqtradeBot',
|
mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=Exception))
|
||||||
_init_modules=MagicMock(),
|
|
||||||
worker=MagicMock(side_effect=Exception),
|
|
||||||
cleanup=MagicMock(),
|
|
||||||
)
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.configuration.Configuration._load_config_file',
|
'freqtrade.configuration.Configuration._load_config_file',
|
||||||
lambda *args, **kwargs: default_conf
|
lambda *args, **kwargs: default_conf
|
||||||
)
|
)
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||||
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
|
|
||||||
args = ['-c', 'config.json.example']
|
args = ['-c', 'config.json.example']
|
||||||
|
|
||||||
@ -66,17 +63,14 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
|
def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
|
||||||
'freqtrade.freqtradebot.FreqtradeBot',
|
mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=KeyboardInterrupt))
|
||||||
_init_modules=MagicMock(),
|
|
||||||
worker=MagicMock(side_effect=KeyboardInterrupt),
|
|
||||||
cleanup=MagicMock(),
|
|
||||||
)
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.configuration.Configuration._load_config_file',
|
'freqtrade.configuration.Configuration._load_config_file',
|
||||||
lambda *args, **kwargs: default_conf
|
lambda *args, **kwargs: default_conf
|
||||||
)
|
)
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||||
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
|
|
||||||
args = ['-c', 'config.json.example']
|
args = ['-c', 'config.json.example']
|
||||||
|
|
||||||
@ -89,17 +83,17 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_main_operational_exception(mocker, default_conf, caplog) -> None:
|
def test_main_operational_exception(mocker, default_conf, caplog) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
|
||||||
'freqtrade.freqtradebot.FreqtradeBot',
|
mocker.patch(
|
||||||
_init_modules=MagicMock(),
|
'freqtrade.worker.Worker._worker',
|
||||||
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
|
MagicMock(side_effect=OperationalException('Oh snap!'))
|
||||||
cleanup=MagicMock(),
|
|
||||||
)
|
)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.configuration.Configuration._load_config_file',
|
'freqtrade.configuration.Configuration._load_config_file',
|
||||||
lambda *args, **kwargs: default_conf
|
lambda *args, **kwargs: default_conf
|
||||||
)
|
)
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||||
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
|
|
||||||
args = ['-c', 'config.json.example']
|
args = ['-c', 'config.json.example']
|
||||||
|
|
||||||
@ -112,21 +106,18 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_main_reload_conf(mocker, default_conf, caplog) -> None:
|
def test_main_reload_conf(mocker, default_conf, caplog) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
|
||||||
'freqtrade.freqtradebot.FreqtradeBot',
|
mocker.patch('freqtrade.worker.Worker._worker', MagicMock(return_value=State.RELOAD_CONF))
|
||||||
_init_modules=MagicMock(),
|
|
||||||
worker=MagicMock(return_value=State.RELOAD_CONF),
|
|
||||||
cleanup=MagicMock(),
|
|
||||||
)
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.configuration.Configuration._load_config_file',
|
'freqtrade.configuration.Configuration._load_config_file',
|
||||||
lambda *args, **kwargs: default_conf
|
lambda *args, **kwargs: default_conf
|
||||||
)
|
)
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||||
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
|
|
||||||
# Raise exception as side effect to avoid endless loop
|
# Raise exception as side effect to avoid endless loop
|
||||||
reconfigure_mock = mocker.patch(
|
reconfigure_mock = mocker.patch(
|
||||||
'freqtrade.main.reconfigure', MagicMock(side_effect=Exception)
|
'freqtrade.main.Worker._reconfigure', MagicMock(side_effect=Exception)
|
||||||
)
|
)
|
||||||
|
|
||||||
with pytest.raises(SystemExit):
|
with pytest.raises(SystemExit):
|
||||||
@ -138,19 +129,21 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_reconfigure(mocker, default_conf) -> None:
|
def test_reconfigure(mocker, default_conf) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
|
||||||
'freqtrade.freqtradebot.FreqtradeBot',
|
mocker.patch(
|
||||||
_init_modules=MagicMock(),
|
'freqtrade.worker.Worker._worker',
|
||||||
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
|
MagicMock(side_effect=OperationalException('Oh snap!'))
|
||||||
cleanup=MagicMock(),
|
|
||||||
)
|
)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.configuration.Configuration._load_config_file',
|
'freqtrade.configuration.Configuration._load_config_file',
|
||||||
lambda *args, **kwargs: default_conf
|
lambda *args, **kwargs: default_conf
|
||||||
)
|
)
|
||||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||||
|
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
|
||||||
|
|
||||||
freqtrade = FreqtradeBot(default_conf)
|
args = Arguments(['-c', 'config.json.example'], '').get_parsed_arg()
|
||||||
|
worker = Worker(args=args, config=default_conf)
|
||||||
|
freqtrade = worker.freqtrade
|
||||||
|
|
||||||
# Renew mock to return modified data
|
# Renew mock to return modified data
|
||||||
conf = deepcopy(default_conf)
|
conf = deepcopy(default_conf)
|
||||||
@ -160,11 +153,10 @@ def test_reconfigure(mocker, default_conf) -> None:
|
|||||||
lambda *args, **kwargs: conf
|
lambda *args, **kwargs: conf
|
||||||
)
|
)
|
||||||
|
|
||||||
|
worker._config = conf
|
||||||
# reconfigure should return a new instance
|
# reconfigure should return a new instance
|
||||||
freqtrade2 = reconfigure(
|
worker._reconfigure()
|
||||||
freqtrade,
|
freqtrade2 = worker.freqtrade
|
||||||
Arguments(['-c', 'config.json.example'], '').get_parsed_arg()
|
|
||||||
)
|
|
||||||
|
|
||||||
# Verify we have a new instance with the new config
|
# Verify we have a new instance with the new config
|
||||||
assert freqtrade is not freqtrade2
|
assert freqtrade is not freqtrade2
|
||||||
|
188
freqtrade/worker.py
Executable file
188
freqtrade/worker.py
Executable file
@ -0,0 +1,188 @@
|
|||||||
|
"""
|
||||||
|
Main Freqtrade worker class.
|
||||||
|
"""
|
||||||
|
import logging
|
||||||
|
import time
|
||||||
|
import traceback
|
||||||
|
from argparse import Namespace
|
||||||
|
from typing import Any, Callable, Optional
|
||||||
|
import sdnotify
|
||||||
|
|
||||||
|
from freqtrade import (constants, OperationalException, TemporaryError,
|
||||||
|
__version__)
|
||||||
|
from freqtrade.configuration import Configuration
|
||||||
|
from freqtrade.freqtradebot import FreqtradeBot
|
||||||
|
from freqtrade.state import State
|
||||||
|
from freqtrade.rpc import RPCMessageType
|
||||||
|
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
class Worker(object):
|
||||||
|
"""
|
||||||
|
Freqtradebot worker class
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, args: Namespace, config=None) -> None:
|
||||||
|
"""
|
||||||
|
Init all variables and objects the bot needs to work
|
||||||
|
"""
|
||||||
|
logger.info('Starting worker %s', __version__)
|
||||||
|
|
||||||
|
self._args = args
|
||||||
|
self._config = config
|
||||||
|
self._init(False)
|
||||||
|
|
||||||
|
# Tell systemd that we completed initialization phase
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: READY=1")
|
||||||
|
self._sd_notify.notify("READY=1")
|
||||||
|
|
||||||
|
def _init(self, reconfig: bool):
|
||||||
|
"""
|
||||||
|
Also called from the _reconfigure() method (with reconfig=True).
|
||||||
|
"""
|
||||||
|
if reconfig or self._config is None:
|
||||||
|
# Load configuration
|
||||||
|
self._config = Configuration(self._args, None).get_config()
|
||||||
|
|
||||||
|
# Init the instance of the bot
|
||||||
|
self.freqtrade = FreqtradeBot(self._config)
|
||||||
|
|
||||||
|
self._throttle_secs = self._config.get('internals', {}).get(
|
||||||
|
'process_throttle_secs',
|
||||||
|
constants.PROCESS_THROTTLE_SECS
|
||||||
|
)
|
||||||
|
|
||||||
|
self._sd_notify = sdnotify.SystemdNotifier() if \
|
||||||
|
self._config.get('internals', {}).get('sd_notify', False) else None
|
||||||
|
|
||||||
|
@property
|
||||||
|
def state(self) -> State:
|
||||||
|
return self.freqtrade.state
|
||||||
|
|
||||||
|
@state.setter
|
||||||
|
def state(self, value: State):
|
||||||
|
self.freqtrade.state = value
|
||||||
|
|
||||||
|
def run(self):
|
||||||
|
state = None
|
||||||
|
while True:
|
||||||
|
state = self._worker(old_state=state)
|
||||||
|
if state == State.RELOAD_CONF:
|
||||||
|
self.freqtrade = self._reconfigure()
|
||||||
|
|
||||||
|
def _worker(self, old_state: State, throttle_secs: Optional[float] = None) -> State:
|
||||||
|
"""
|
||||||
|
Trading routine that must be run at each loop
|
||||||
|
:param old_state: the previous service state from the previous call
|
||||||
|
:return: current service state
|
||||||
|
"""
|
||||||
|
state = self.freqtrade.state
|
||||||
|
if throttle_secs is None:
|
||||||
|
throttle_secs = self._throttle_secs
|
||||||
|
|
||||||
|
# Log state transition
|
||||||
|
if state != old_state:
|
||||||
|
self.freqtrade.rpc.send_msg({
|
||||||
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
||||||
|
'status': f'{state.name.lower()}'
|
||||||
|
})
|
||||||
|
logger.info('Changing state to: %s', state.name)
|
||||||
|
if state == State.RUNNING:
|
||||||
|
self.freqtrade.rpc.startup_messages(self._config, self.freqtrade.pairlists)
|
||||||
|
|
||||||
|
if state == State.STOPPED:
|
||||||
|
# Ping systemd watchdog before sleeping in the stopped state
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
|
||||||
|
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
|
||||||
|
|
||||||
|
time.sleep(throttle_secs)
|
||||||
|
|
||||||
|
elif state == State.RUNNING:
|
||||||
|
# Ping systemd watchdog before throttling
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
|
||||||
|
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
|
||||||
|
|
||||||
|
self._throttle(func=self._process, min_secs=throttle_secs)
|
||||||
|
|
||||||
|
return state
|
||||||
|
|
||||||
|
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
|
||||||
|
"""
|
||||||
|
Throttles the given callable that it
|
||||||
|
takes at least `min_secs` to finish execution.
|
||||||
|
:param func: Any callable
|
||||||
|
:param min_secs: minimum execution time in seconds
|
||||||
|
:return: Any
|
||||||
|
"""
|
||||||
|
start = time.time()
|
||||||
|
result = func(*args, **kwargs)
|
||||||
|
end = time.time()
|
||||||
|
duration = max(min_secs - (end - start), 0.0)
|
||||||
|
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
|
||||||
|
time.sleep(duration)
|
||||||
|
return result
|
||||||
|
|
||||||
|
def _process(self) -> bool:
|
||||||
|
state_changed = False
|
||||||
|
try:
|
||||||
|
state_changed = self.freqtrade.process()
|
||||||
|
except TemporaryError as error:
|
||||||
|
logger.warning(f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds...")
|
||||||
|
time.sleep(constants.RETRY_TIMEOUT)
|
||||||
|
except OperationalException:
|
||||||
|
tb = traceback.format_exc()
|
||||||
|
hint = 'Issue `/start` if you think it is safe to restart.'
|
||||||
|
self.freqtrade.rpc.send_msg({
|
||||||
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
||||||
|
'status': f'OperationalException:\n```\n{tb}```{hint}'
|
||||||
|
})
|
||||||
|
logger.exception('OperationalException. Stopping trader ...')
|
||||||
|
self.freqtrade.state = State.STOPPED
|
||||||
|
# TODO: The return value of _process() is not used apart tests
|
||||||
|
# and should (could) be eliminated later. See PR #1689.
|
||||||
|
# state_changed = True
|
||||||
|
return state_changed
|
||||||
|
|
||||||
|
def _reconfigure(self):
|
||||||
|
"""
|
||||||
|
Cleans up current freqtradebot instance, reloads the configuration and
|
||||||
|
replaces it with the new instance
|
||||||
|
"""
|
||||||
|
# Tell systemd that we initiated reconfiguration
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: RELOADING=1")
|
||||||
|
self._sd_notify.notify("RELOADING=1")
|
||||||
|
|
||||||
|
# Clean up current freqtrade modules
|
||||||
|
self.freqtrade.cleanup()
|
||||||
|
|
||||||
|
# Load and validate config and create new instance of the bot
|
||||||
|
self._init(True)
|
||||||
|
|
||||||
|
self.freqtrade.rpc.send_msg({
|
||||||
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
||||||
|
'status': 'config reloaded'
|
||||||
|
})
|
||||||
|
|
||||||
|
# Tell systemd that we completed reconfiguration
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: READY=1")
|
||||||
|
self._sd_notify.notify("READY=1")
|
||||||
|
|
||||||
|
def exit(self):
|
||||||
|
# Tell systemd that we are exiting now
|
||||||
|
if self._sd_notify:
|
||||||
|
logger.debug("sd_notify: STOPPING=1")
|
||||||
|
self._sd_notify.notify("STOPPING=1")
|
||||||
|
|
||||||
|
if self.freqtrade:
|
||||||
|
self.freqtrade.rpc.send_msg({
|
||||||
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
||||||
|
'status': 'process died'
|
||||||
|
})
|
||||||
|
self.freqtrade.cleanup()
|
@ -3,9 +3,10 @@ nav:
|
|||||||
- About: index.md
|
- About: index.md
|
||||||
- Installation: installation.md
|
- Installation: installation.md
|
||||||
- Configuration: configuration.md
|
- Configuration: configuration.md
|
||||||
- Start the bot: bot-usage.md
|
|
||||||
- Stoploss: stoploss.md
|
|
||||||
- Custom Strategy: bot-optimization.md
|
- Custom Strategy: bot-optimization.md
|
||||||
|
- Stoploss: stoploss.md
|
||||||
|
- Start the bot: bot-usage.md
|
||||||
|
- Control the bot:
|
||||||
- Telegram: telegram-usage.md
|
- Telegram: telegram-usage.md
|
||||||
- Web Hook: webhook-config.md
|
- Web Hook: webhook-config.md
|
||||||
- Backtesting: backtesting.md
|
- Backtesting: backtesting.md
|
||||||
|
@ -9,4 +9,4 @@ pytest-mock==1.10.3
|
|||||||
pytest-asyncio==0.10.0
|
pytest-asyncio==0.10.0
|
||||||
pytest-cov==2.6.1
|
pytest-cov==2.6.1
|
||||||
coveralls==1.7.0
|
coveralls==1.7.0
|
||||||
mypy==0.670
|
mypy==0.700
|
||||||
|
@ -1,5 +1,5 @@
|
|||||||
ccxt==1.18.425
|
ccxt==1.18.432
|
||||||
SQLAlchemy==1.3.1
|
SQLAlchemy==1.3.2
|
||||||
python-telegram-bot==11.1.0
|
python-telegram-bot==11.1.0
|
||||||
arrow==0.13.1
|
arrow==0.13.1
|
||||||
cachetools==3.1.0
|
cachetools==3.1.0
|
||||||
|
Loading…
Reference in New Issue
Block a user